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Blume, Lawrence E. - Macroeconometrics and Time Series Analysis, ebook

Macroeconometrics and Time Series Analysis

Blume, Lawrence E.


Table of contents
1. Aggregation (econometrics)
Thomas M. Stoker
2. ARCH models
Oliver B. Linton
3. Bayesian methods in macroeconometrics
Frank Schorfheide
4. Bayesian time series analysis
Mark F. J. Steel
5. Central limit theorems
Werner Ploberger
6. Cointegration
Mark W. Watson

Pomares, Héctor - Time Series Analysis and Forecasting, ebook

Time Series Analysis and Forecasting

Pomares, Héctor


Advanced Analysis and Forecasting Methods
1. A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise
Teresa Scholz, Frank Raischel, Pedro G. Lind, Matthias

Mikosch, Thomas - Handbook of Financial Time Series, ebook

Handbook of Financial Time Series

Mikosch, Thomas


Practical Issues in the Analysis of Univariate GARCH Models
Eric Zivot
7. Semiparametric and Nonparametric ARCH Modeling
Oliver B. Linton
8. Varying Coefficient GARCH Models
Pavel ?ížek, Vladimir Spokoiny
9. Extreme Value Theory for GARCH